Mid-session IV Report February 10, 2021

Mid-session IV Report February 10, 2021

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: TLRY APHA FTI FUTU VERU CLVR BHC KERN APHA OPK FTI CLVR

Popular stocks with increasing volume: TLRY ACB RIOT PINS CGC HUGE AA PLUG ABNB BABA RIDE

Cannabis option volume, IV and share price movement

Tilray, Inc. (TLRY) 30-day option implied volatility is at 371; compared to its 52-week range of 69 to 288. Call put ratio 1.8 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 110; compared to its 52-week range of 55 to 184.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 101; compared to its 52-week range of 73 to 174. Call put ratio 3.4 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 119; compared to its 52-week range of 54 to 556. Call put ratio 6.2 calls to 1 put with focus on February calls.

HEXO Corp. (HEXO) 30-day option implied volatility is at 161; compared to its 52-week range of 20 to 307. Call put ratio 9.9 calls to 1 put with focus on March calls.

Aurora Cannabis (ACB) 30-day option implied volatility is at 175; compared to its 52-week range of 91 to 307. Call put ratio 4.6 calls to 1 put.

Sundial Growers (SNDL) 30-day option implied volatility is at 390; compared to its 52-week range of 153 to 654. Call put ratio 9.4 calls to 1 put.

ETFMG Alternative Harvest ETF (MJ) 30-day option implied volatility is at 136; compared to its 52-week range of 42 to 90. Call put ratio 1.2 calls to 1 put with focus on March and April options.

Option IV into quarter results

Uber (UBER) February weekly call option implied volatility is at 121, February is at 71; compared to its 52-week range of 36 to 201 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

iRobot (IRBT) February weekly call option implied volatility is at 180, February is at 114; compared to its 52-week range of 44 to 184 into the expected release of quarter results today after the bell.

MGM Resorts (MGM) February weekly call option implied volatility is at 95, February is at 63; compared to its 52-week range of 26 to 337 into the expected release of quarter results today after the bell. Call put ratio 10.8 calls to 1 put with focus on February 36 calls.

Zynga (ZNGA) February weekly call option implied volatility is at 140, February is at 81; compared to its 52-week range of 30 to 139 into the expected release of quarter results today after the bell. Call put ratio 24 calls to 1 put with focus on February weekly 11, 11.5 and 12 calls.

Cloudflare (NET) February weekly call option implied volatility is at 143, February is at 96; compared to its 52-week range of 50 to 119 into the expected release of quarter results after the bell on February 11. Call put ratio 3.4 calls to 1 put.

Expedia (EXPE) February weekly call option implied volatility is at 101, February is at 62; compared to its 52-week range of 24 to 253 into the expected release of quarter results after the bell on February 11. Call put ratio 3.9 calls to 1 put.

Generac (GNRC) February call option implied volatility is at 53, March is at 45; compared to its 52-week range of 29 to 100 into the expected release of quarter results before the bell on February 11. Call put ratio 4.1 calls to 1 put.

Kellogg (K) February call option implied volatility is at 39, March is at 31; compared to its 52-week range of 17 to 64 into the expected release of quarter results before the bell on February 11. Call put ratio 5.9 calls to 1 put.

JFrog (FROG) February call option implied volatility is at 85 , March is at 71; compared to its 52-week range of 68 to 110 into the expected release of quarter results after the bell on February 11. Call put ratio 5.5 calls to 1 put.

Molson Coors (TAP) February weekly call option implied volatility is at 81, February is at 51; compared to its 52-week range of 22 to 98 into the expected release of quarter results before the bell on February 11. Call put ratio 2.7 calls to 1 put.

PepsiCo (PEP) February weekly call option implied volatility is at 34, February is at 23; compared to its 52-week range of 14 to 72 into the expected release of quarter results before the bell on February 11.

Kraft Heinz (KHC) February weekly call option implied volatility is at 77, February is at 41; compared to its 52-week range of 25 to 88 into the expected release of quarter results before the bell on February 11. Call put ratio 5.8 calls to 1 put with focus on January calls.

Tyson Foods (TSN) February weekly call option implied volatility is at 61, February is at 37; compared to its 52-week range of 24 to 113 into the expected release of quarter results before the bell on February 11.

Walt Disney (DIS) February weekly call option implied volatility is at 88, February is at 52; compared to its 52-week range of 19 to 102 into the expected release of quarter results after the bell on February 11. Call put ratio 4.7 calls to 1 put.

Yeti Holdings (YETI) February weekly call option implied volatility is at 124, February is at 68; compared to its 52-week range of 47 to 121 into the expected release of quarter results before the bell on February 12. Call put ratio 2.5 calls to 1 put.

Newell Brands (NWL) February call option implied volatility is at 57, March is at 41; compared to its 52-week range of 30 to 127 into the expected release of quarter results before the bell on February 12.

Increasing unusual option volume: GSAT GTE REI HUGE AEZS RDDA ZYNE SENS
Increasing unusual call option volume: GSAT GTE HUGE RDDA AEZS DNN ZYNE URA
Increasing unusual put option volume: GSAT KALV ICLN TRXC PLL SNDL LX
Options with decreasing option implied: SIRI GME SAVA GLUU AMC GPRO SNAP GM LYFT TEVA UA
Active options: AAPL TLRY ACB PLTR NVDA OGI BIDU RIOT PINS CGC HUGE AA ENPH PLUG ABNB JD BABA KERN RIDE